-----------------------------------------------------------------------------------------------------------------------------------------------------
      name:  <unnamed>
       log:  C:\Users\nbloom\Dropbox (WMS)\India\_Follow_Up\RESTAT\table.log
  log type:  text
 opened on:   4 Feb 2020, 13:56:06

. reghdfe export treat_year_2011 ,ab(pcode year) vce(cluster fcode)
(MWFE estimator converged in 4 iterations)

HDFE Linear regression                            Number of obs   =        109
Absorbing 2 HDFE groups                           F(   1,     16) =       3.15
Statistics robust to heteroskedasticity           Prob > F        =     0.0949
                                                  R-squared       =     0.7895
                                                  Adj R-squared   =     0.6886
                                                  Within R-sq.    =     0.0237
Number of clusters (fcode)   =         17         Root MSE        =     0.2740

                                    (Std. Err. adjusted for 17 clusters in fcode)
---------------------------------------------------------------------------------
                |               Robust
         export |      Coef.   Std. Err.      t    P>|t|     [95% Conf. Interval]
----------------+----------------------------------------------------------------
treat_year_2011 |   .1893939   .1066891     1.78   0.095    -.0367768    .4155647
          _cons |   .5082013   .0548127     9.27   0.000     .3920035    .6243991
---------------------------------------------------------------------------------

Absorbed degrees of freedom:
-----------------------------------------------------+
 Absorbed FE | Categories  - Redundant  = Num. Coefs |
-------------+---------------------------------------|
       pcode |        31          31           0    *|
        year |         4           0           4     |
-----------------------------------------------------+
* = FE nested within cluster; treated as redundant for DoF computation

. reghdfe ltexport treat_year_2011 ,ab(pcode year) vce(cluster fcode)
(MWFE estimator converged in 4 iterations)

HDFE Linear regression                            Number of obs   =        109
Absorbing 2 HDFE groups                           F(   1,     16) =       8.07
Statistics robust to heteroskedasticity           Prob > F        =     0.0118
                                                  R-squared       =     0.8623
                                                  Adj R-squared   =     0.7963
                                                  Within R-sq.    =     0.0517
Number of clusters (fcode)   =         17         Root MSE        =     0.6422

                                    (Std. Err. adjusted for 17 clusters in fcode)
---------------------------------------------------------------------------------
                |               Robust
       ltexport |      Coef.   Std. Err.      t    P>|t|     [95% Conf. Interval]
----------------+----------------------------------------------------------------
treat_year_2011 |   .6651359   .2341353     2.84   0.012     .1687912    1.161481
          _cons |    1.31182   .1202897    10.91   0.000     1.056817    1.566823
---------------------------------------------------------------------------------

Absorbed degrees of freedom:
-----------------------------------------------------+
 Absorbed FE | Categories  - Redundant  = Num. Coefs |
-------------+---------------------------------------|
       pcode |        31          31           0    *|
        year |         4           0           4     |
-----------------------------------------------------+
* = FE nested within cluster; treated as redundant for DoF computation

. reghdfe l_texport treat_year_2011 ,ab(pcode year) vce(cluster fcode)
(MWFE estimator converged in 5 iterations)

HDFE Linear regression                            Number of obs   =         66
Absorbing 2 HDFE groups                           F(   1,     11) =      14.24
Statistics robust to heteroskedasticity           Prob > F        =     0.0031
                                                  R-squared       =     0.9031
                                                  Adj R-squared   =     0.8385
                                                  Within R-sq.    =     0.1115
Number of clusters (fcode)   =         12         Root MSE        =     0.2697

                                    (Std. Err. adjusted for 12 clusters in fcode)
---------------------------------------------------------------------------------
                |               Robust
      l_texport |      Coef.   Std. Err.      t    P>|t|     [95% Conf. Interval]
----------------+----------------------------------------------------------------
treat_year_2011 |   .4161832   .1103036     3.77   0.003     .1734066    .6589597
          _cons |   2.407281   .0635081    37.91   0.000     2.267501    2.547062
---------------------------------------------------------------------------------

Absorbed degrees of freedom:
-----------------------------------------------------+
 Absorbed FE | Categories  - Redundant  = Num. Coefs |
-------------+---------------------------------------|
       pcode |        22          22           0    *|
        year |         4           0           4     |
-----------------------------------------------------+
* = FE nested within cluster; treated as redundant for DoF computation

. 
. cap ssc install ivreghdfe

. ivreghdfe export (management=treat_year_2011) ,ab(pcode year) cluster(fcode)
(MWFE estimator converged in 4 iterations)

IV (2SLS) estimation
--------------------

Estimates efficient for homoskedasticity only
Statistics robust to heteroskedasticity and clustering on fcode

Number of clusters (fcode) =        17                Number of obs =      109
                                                      F(  1,    16) =     2.75
                                                      Prob > F      =   0.1169
Total (centered) SS     =  5.612922983                Centered R2   =  -0.0483
Total (uncentered) SS   =  5.612922983                Uncentered R2 =  -0.0483
Residual SS             =  5.884238171                Root MSE      =    .2379

------------------------------------------------------------------------------
             |               Robust
      export |      Coef.   Std. Err.      t    P>|t|     [95% Conf. Interval]
-------------+----------------------------------------------------------------
  management |   .8990272   .5424463     1.66   0.117    -.2509076    2.048962
------------------------------------------------------------------------------
Underidentification test (Kleibergen-Paap rk LM statistic):              6.015
                                                   Chi-sq(1) P-val =    0.0142
------------------------------------------------------------------------------
Weak identification test (Cragg-Donald Wald F statistic):               35.487
                         (Kleibergen-Paap rk Wald F statistic):         17.583
Stock-Yogo weak ID test critical values: 10% maximal IV size             16.38
                                         15% maximal IV size              8.96
                                         20% maximal IV size              6.66
                                         25% maximal IV size              5.53
Source: Stock-Yogo (2005).  Reproduced by permission.
NB: Critical values are for Cragg-Donald F statistic and i.i.d. errors.
------------------------------------------------------------------------------
Hansen J statistic (overidentification test of all instruments):         0.000
                                                 (equation exactly identified)
------------------------------------------------------------------------------
Instrumented:         management
Excluded instruments: treat_year_2011
Partialled-out:       _cons
                      nb: total SS, model F and R2s are after partialling-out;
                          any small-sample adjustments include partialled-out
                          variables in regressor count K
------------------------------------------------------------------------------

Absorbed degrees of freedom:
-----------------------------------------------------+
 Absorbed FE | Categories  - Redundant  = Num. Coefs |
-------------+---------------------------------------|
       pcode |        31          31           0    *|
        year |         4           0           4     |
-----------------------------------------------------+
* = FE nested within cluster; treated as redundant for DoF computation

. ivreghdfe ltexport (management=treat_year_2011) ,ab(pcode year) cluster(fcode)
(MWFE estimator converged in 4 iterations)

IV (2SLS) estimation
--------------------

Estimates efficient for homoskedasticity only
Statistics robust to heteroskedasticity and clustering on fcode

Number of clusters (fcode) =        17                Number of obs =      109
                                                      F(  1,    16) =     5.95
                                                      Prob > F      =   0.0268
Total (centered) SS     =  31.75063264                Centered R2   =  -0.0863
Total (uncentered) SS   =  31.75063264                Uncentered R2 =  -0.0863
Residual SS             =    34.489598                Root MSE      =    .5759

------------------------------------------------------------------------------
             |               Robust
    ltexport |      Coef.   Std. Err.      t    P>|t|     [95% Conf. Interval]
-------------+----------------------------------------------------------------
  management |   3.157309    1.29488     2.44   0.027     .4122858    5.902333
------------------------------------------------------------------------------
Underidentification test (Kleibergen-Paap rk LM statistic):              6.015
                                                   Chi-sq(1) P-val =    0.0142
------------------------------------------------------------------------------
Weak identification test (Cragg-Donald Wald F statistic):               35.487
                         (Kleibergen-Paap rk Wald F statistic):         17.583
Stock-Yogo weak ID test critical values: 10% maximal IV size             16.38
                                         15% maximal IV size              8.96
                                         20% maximal IV size              6.66
                                         25% maximal IV size              5.53
Source: Stock-Yogo (2005).  Reproduced by permission.
NB: Critical values are for Cragg-Donald F statistic and i.i.d. errors.
------------------------------------------------------------------------------
Hansen J statistic (overidentification test of all instruments):         0.000
                                                 (equation exactly identified)
------------------------------------------------------------------------------
Instrumented:         management
Excluded instruments: treat_year_2011
Partialled-out:       _cons
                      nb: total SS, model F and R2s are after partialling-out;
                          any small-sample adjustments include partialled-out
                          variables in regressor count K
------------------------------------------------------------------------------

Absorbed degrees of freedom:
-----------------------------------------------------+
 Absorbed FE | Categories  - Redundant  = Num. Coefs |
-------------+---------------------------------------|
       pcode |        31          31           0    *|
        year |         4           0           4     |
-----------------------------------------------------+
* = FE nested within cluster; treated as redundant for DoF computation

. ivreghdfe l_texport (management=treat_year_2011) ,ab(pcode year) cluster(fcode)
(MWFE estimator converged in 5 iterations)

IV (2SLS) estimation
--------------------

Estimates efficient for homoskedasticity only
Statistics robust to heteroskedasticity and clustering on fcode

Number of clusters (fcode) =        12                Number of obs =       66
                                                      F(  1,    11) =     7.21
                                                      Prob > F      =   0.0212
Total (centered) SS     =  3.192369905                Centered R2   =  -0.1085
Total (uncentered) SS   =  3.192369905                Uncentered R2 =  -0.1085
Residual SS             =  3.538615647                Root MSE      =    .2409

------------------------------------------------------------------------------
             |               Robust
   l_texport |      Coef.   Std. Err.      t    P>|t|     [95% Conf. Interval]
-------------+----------------------------------------------------------------
  management |   1.950601   .7266908     2.68   0.021     .3511654    3.550037
------------------------------------------------------------------------------
Underidentification test (Kleibergen-Paap rk LM statistic):              2.595
                                                   Chi-sq(1) P-val =    0.1072
------------------------------------------------------------------------------
Weak identification test (Cragg-Donald Wald F statistic):               20.522
                         (Kleibergen-Paap rk Wald F statistic):          6.736
Stock-Yogo weak ID test critical values: 10% maximal IV size             16.38
                                         15% maximal IV size              8.96
                                         20% maximal IV size              6.66
                                         25% maximal IV size              5.53
Source: Stock-Yogo (2005).  Reproduced by permission.
NB: Critical values are for Cragg-Donald F statistic and i.i.d. errors.
------------------------------------------------------------------------------
Hansen J statistic (overidentification test of all instruments):         0.000
                                                 (equation exactly identified)
------------------------------------------------------------------------------
Instrumented:         management
Excluded instruments: treat_year_2011
Partialled-out:       _cons
                      nb: total SS, model F and R2s are after partialling-out;
                          any small-sample adjustments include partialled-out
                          variables in regressor count K
------------------------------------------------------------------------------

Absorbed degrees of freedom:
-----------------------------------------------------+
 Absorbed FE | Categories  - Redundant  = Num. Coefs |
-------------+---------------------------------------|
       pcode |        22          22           0    *|
        year |         4           0           4     |
-----------------------------------------------------+
* = FE nested within cluster; treated as redundant for DoF computation

. log close
      name:  <unnamed>
       log:  C:\Users\nbloom\Dropbox (WMS)\India\_Follow_Up\RESTAT\table.log
  log type:  text
 closed on:   4 Feb 2020, 13:56:09
-----------------------------------------------------------------------------------------------------------------------------------------------------
